Im relatively new to this place and this whole thing seems awesome to me. So I've read a bunch of topics, but I don't know where to start. Don't think it's a good idea to dive right in and climb a building and sneak around in the middle of the night with almost no experience.

I usually advocate just going for walks at night. Get used the the atmosphere, the sounds, the difference between light & shadow. Eventually you'll gain confidence to tread darker paths, look for thieve's highways, eventually hop the fence of a house or schoolyard and have a look around.

Gotta walk before you can stalk.

We are all books containing thousands of pages and within each lies an irreparable truth.
What is locked, can be opened. What is hidden, can be found. What is yours... can be mine.

There is a guide in the library section about how to sneak out of your home, you should read that (if you hadn't read it already). If you do enough smaller ops, you will have the confidence and skills do to a bigger one.